The following has been tested on ubuntu precise.

Install anyremote:

sudo apt-get install anyremote

Download the android client from here and install it on your android device (you may need to enable unknown sources in the settings).
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There are available packages for SMPlayer 0.8.6 (for saucy, raring, quantal and precise) in the SMPlayer PPA.

If you still don’t have it, you can add the repository with this command:

sudo add-apt-repository ppa:rvm/smplayer

To update SMPlayer:

sudo apt-get update
sudo apt-get install smplayer smtube smplayer-skins

The packages for Windows will be available soon.